更新時間: 2020年7月2日 PM 7:35:18
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/05/20 34.730% 23132.76 29.402% 29.603% +5.127% 37.384% -2.654%
29/05/20 33.990% 22961.47 29.436% 29.607% +4.383% 37.145% -3.155%
01/06/20 28.490% 23732.52 27.731% 29.265% -0.775% 35.995% -7.505%
02/06/20 27.740% 23995.94 27.810% 28.791% -1.051% 35.176% -7.436%
03/06/20 26.480% 24325.62 28.014% 28.479% -1.999% 34.561% -8.081%
04/06/20 25.630% 24366.30 27.864% 28.171% -2.541% 33.956% -8.326%
05/06/20 24.930% 24770.41 28.207% 27.925% -2.995% 33.430% -8.500%
08/06/20 25.830% 24776.77 27.717% 27.923% -2.093% 32.739% -6.909%
09/06/20 24.750% 25057.22 27.393% 27.839% -3.089% 32.412% -7.662%
10/06/20 23.340% 25049.73 27.388% 27.714% -4.374% 32.039% -8.699%
11/06/20 25.990% 24480.15 28.355% 27.812% -1.822% 31.924% -5.934%
12/06/20 29.080% 24301.38 28.515% 27.874% +1.206% 31.766% -2.686%
15/06/20 32.340% 23776.95 29.472% 28.225% +4.115% 31.470% +0.870%
16/06/20 28.220% 24344.09 29.928% 28.732% -0.512% 31.799% -3.579%
17/06/20 27.560% 24481.41 29.992% 29.252% -1.692% 32.136% -4.576%
18/06/20 27.660% 24464.94 29.918% 29.565% -1.905% 32.236% -4.576%
19/06/20 26.870% 24643.89 22.395% 28.341% -1.471% 30.669% -3.799%
22/06/20 27.260% 24511.34 22.584% 26.963% +0.297% 28.514% -1.254%
23/06/20 26.760% 24907.34 21.945% 25.367% +1.393% 26.617% +0.143%
24/06/20 26.380% 24781.58 22.134% 23.795% +2.585% 24.772% +1.608%
26/06/20 27.340% 24549.99 22.526% 22.317% +5.023% 22.867% +4.473%
29/06/20 28.560% 24301.28 22.967% 22.431% +6.129% 22.431% +6.129%
30/06/20 26.440% 24427.19 19.739% 21.862% +4.578% 27.249% -0.809%
02/07/20 24.420% 25124.19 21.478% 21.769% +2.651% 26.776% -2.356%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
28/05/20 32.320% 9551.56 26.260% 26.823% +5.497% 33.874% -1.554%
29/05/20 31.460% 9561.03 26.275% 26.685% +4.775% 33.480% -2.020%
01/06/20 27.240% 9833.83 22.827% 25.843% +1.397% 31.787% -4.547%
02/06/20 26.620% 9876.25 22.641% 24.887% +1.733% 30.407% -3.787%
03/06/20 25.860% 9967.53 22.569% 24.114% +1.746% 29.264% -3.404%
04/06/20 25.070% 9967.93 22.472% 23.357% +1.713% 28.153% -3.083%
05/06/20 24.550% 10066.25 22.437% 22.589% +1.961% 27.042% -2.492%
08/06/20 25.550% 10008.88 22.144% 22.452% +3.098% 26.325% -0.775%
09/06/20 24.130% 10121.13 21.590% 22.242% +1.888% 25.896% -1.766%
10/06/20 22.730% 10143.48 21.591% 22.047% +0.683% 25.487% -2.757%
11/06/20 25.650% 9944.60 22.297% 22.012% +3.638% 25.266% +0.384%
12/06/20 29.810% 9832.53 22.720% 22.068% +7.742% 25.150% +4.660%
15/06/20 33.510% 9655.83 23.535% 22.347% +11.163% 24.916% +8.594%
16/06/20 28.870% 9867.63 24.159% 22.860% +6.010% 25.301% +3.569%
17/06/20 28.290% 9909.63 24.203% 23.383% +4.907% 25.688% +2.602%
18/06/20 28.560% 9916.45 24.105% 23.744% +4.816% 25.890% +2.670%
19/06/20 27.900% 9974.59 18.594% 22.919% +4.981% 24.802% +3.098%
22/06/20 28.790% 9879.02 18.973% 22.007% +6.783% 23.272% +5.518%
23/06/20 28.770% 9993.48 18.618% 20.899% +7.871% 21.928% +6.842%
24/06/20 27.580% 9936.66 18.812% 19.820% +7.760% 20.634% +6.946%
26/06/20 28.600% 9853.18 19.153% 18.830% +9.770% 19.294% +9.306%
29/06/20 29.110% 9757.69 19.502% 19.012% +10.098% 19.012% +10.098%
30/06/20 26.890% 9758.63 16.915% 18.600% +8.290% 23.183% +3.707%
02/07/20 25.230% 10056.86 19.886% 18.854% +6.376% 23.190% +2.040%